PREVIEW / futures_30min / 2020-08-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-25.parquet
  size:    93 KB
  rows:    3,444

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2020-08-25 00:00:00	ES	Futures	3846.02	3847.14	3845.18	3846.3	1921.0
2020-08-25 00:30:00	ES	Futures	3846.3	3846.3	3843.79	3845.18	2139.0
2020-08-25 01:00:00	ES	Futures	3845.18	3846.02	3843.79	3844.62	2898.0
2020-08-25 01:30:00	ES	Futures	3844.62	3845.74	3843.23	3843.51	2335.0
2020-08-25 02:00:00	ES	Futures	3843.79	3849.09	3843.79	3846.58	5676.0
2020-08-25 02:30:00	ES	Futures	3846.58	3848.81	3843.79	3845.46	5092.0
2020-08-25 03:00:00	ES	Futures	3845.46	3852.16	3845.18	3849.65	14943.0
2020-08-25 03:30:00	ES	Futures	3849.37	3851.61	3847.98	3848.53	11441.0
2020-08-25 04:00:00	ES	Futures	3848.25	3848.53	3842.11	3843.23	11458.0
2020-08-25 04:30:00	ES	Futures	3842.95	3843.23	3840.16	3841.55	12355.0
2020-08-25 05:00:00	ES	Futures	3841.83	3843.23	3838.48	3842.11	7417.0
2020-08-25 05:30:00	ES	Futures	3842.39	3843.23	3841.55	3842.39	4495.0
2020-08-25 06:00:00	ES	Futures	3842.39	3843.23	3840.72	3841.55	6991.0
2020-08-25 06:30:00	ES	Futures	3841.55	3845.18	3841.27	3844.35	5358.0
2020-08-25 07:00:00	ES	Futures	3844.35	3846.3	3841.27	3842.67	9917.0
2020-08-25 07:30:00	ES	Futures	3842.39	3846.3	3842.11	3844.9	7454.0
2020-08-25 08:00:00	ES	Futures	3845.18	3848.53	3840.44	3844.9	15513.0
2020-08-25 08:30:00	ES	Futures	3844.62	3845.18	3841.55	3842.39	8765.0
2020-08-25 09:00:00	ES	Futures	3842.39	3844.07	3835.69	3836.53	24613.0
2020-08-25 09:30:00	ES	Futures	3836.53	3838.48	3828.99	3834.29	159343.0
2020-08-25 10:00:00	ES	Futures	3834.29	3834.57	3824.8	3827.59	127588.0
2020-08-25 10:30:00	ES	Futures	3827.59	3829.82	3822.01	3827.59	104274.0
2020-08-25 11:00:00	ES	Futures	3827.59	3835.97	3826.19	3832.06	71426.0
2020-08-25 11:30:00	ES	Futures	3831.78	3832.62	3822.84	3827.03	62181.0
2020-08-25 12:00:00	ES	Futures	3827.03	3830.38	3822.84	3828.43	45592.0
2020-08-25 12:30:00	ES	Futures	3828.71	3832.06	3827.03	3830.94	30428.0
2020-08-25 13:00:00	ES	Futures	3830.94	3834.29	3828.15	3833.73	26392.0
2020-08-25 13:30:00	ES	Futures	3833.73	3834.85	3832.06	3832.34	27095.0
2020-08-25 14:00:00	ES	Futures	3832.34	3837.36	3830.38	3837.09	51518.0
2020-08-25 14:30:00	ES	Futures	3837.09	3839.32	3835.97	3838.48	32633.0
2020-08-25 15:00:00	ES	Futures	3838.76	3842.39	3836.25	3842.11	39460.0
2020-08-25 15:30:00	ES	Futures	3841.83	3844.07	3840.44	3842.67	83781.0
2020-08-25 16:00:00	ES	Futures	3842.67	3846.3	3842.67	3845.46	32272.0
2020-08-25 16:30:00	ES	Futures	3846.3	3848.25	3845.74	3847.42	5754.0
2020-08-25 18:00:00	ES	Futures	3847.7	3848.53	3846.3	3846.3	2791.0
2020-08-25 18:30:00	ES	Futures	3846.58	3847.42	3846.02	3846.86	998.0
2020-08-25 19:00:00	ES	Futures	3846.86	3848.25	3846.3	3848.25	1125.0
2020-08-25 19:30:00	ES	Futures	3848.25	3850.21	3847.7	3847.98	2891.0
2020-08-25 20:00:00	ES	Futures	3847.98	3851.33	3847.14	3847.98	4983.0
2020-08-25 20:30:00	ES	Futures	3848.25	3848.53	3845.18	3846.02	2909.0
2020-08-25 21:00:00	ES	Futures	3845.74	3846.3	3841.83	3843.79	4683.0
2020-08-25 21:30:00	ES	Futures	3843.79	3845.74	3841.55	3844.07	4448.0
2020-08-25 22:00:00	ES	Futures	3843.79	3845.74	3843.23	3845.18	2437.0
2020-08-25 22:30:00	ES	Futures	3845.18	3846.02	3844.07	3844.62	1928.0
2020-08-25 23:00:00	ES	Futures	3844.35	3844.62	3842.67	3842.95	2033.0
2020-08-25 23:30:00	ES	Futures	3842.95	3845.74	3842.39	3845.46	1779.0
2020-08-25 00:00:00	NQ	Futures	13506.08	13508.11	13500.01	13504.06	1023.0
2020-08-25 00:30:00	NQ	Futures	13504.06	13508.11	13497.99	13507.24	1066.0
2020-08-25 01:00:00	NQ	Futures	13507.24	13508.11	13499.14	13502.9	992.0
2020-08-25 01:30:00	NQ	Futures	13503.77	13508.11	13495.38	13498.56	1291.0

> showing 50 of 3,444 rows — these rows as CSV

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